+279.7%
CCI vs CNQ
+5,432.5%
-5,152.8%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.6% | +2.9% | +2.5% |
| 7D | -0.3% | +0.1% | -0.4% | -0.3% |
| 30D | +2.2% | +6.2% | -4.0% | +0.7% |
| 3M | -16.9% | +12.4% | -29.2% | -19.3% |
| 6M | -11.5% | +9.0% | -20.6% | -13.9% |
| YTD | -12.8% | +52.2% | -65.1% | -21.6% |
| 1Y | -17.1% | +65.0% | -82.1% | -27.0% |
| 3Y | -9.6% | +78.8% | -88.5% | -23.7% |
| 5Y | -48.9% | +286.0% | -334.9% | -65.3% |
| 10Y | +23.2% | +420.7% | -397.5% | -32.7% |
| All | +279.7% | +5,432.5% | -5,152.8% | +9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CNQ.
Daily Out/Under-Performance
Portfolio return minus CNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNQ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CNQ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling